garch-model

There are 34 repositories under garch-model topic.

  • iankhr/armagarch

    ARMA-GARCH

    Language:Python935627

  • vishnukanduri/Time-series-analysis-in-Python

    I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

    Language:Jupyter Notebook603037

  • ilchen/options-pricing

    Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

    Language:Jupyter Notebook22402

  • cate-art/ANN-Option-Pricing-

    Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network

    Language:Python20110

  • MajorLift/volatility-modeling-python-datasci

    Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."

    Language:HTML20204

  • zzp1012/tesla-stock-prediction

    Explore TESLA stock price (time-series) using ARIMA & GARCH model.

    Language:Python18208

  • Liberxue/cqf

    Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative

    Language:Rust16104

  • ananya173147/Stock-Recommendation-Dashboard

    A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.

    Language:Python11001

  • fischlerben/Yen-vs-US-Dollar

    Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regression model.

    Language:Jupyter Notebook8202

  • romainlafarguette/varfxi

    Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"

    Language:Jupyter Notebook8222

  • bit-mystic/Algo_Trading

    A template for building an advanced Automated High-Frequency Trading (HFT) system. Note: For educational purposes only; customize before deploying in live markets.

    Language:Jupyter Notebook5100

  • greyfin2707/VaR-calculation

    Calculation of Value at Risk using Generalized normal distribution, EGARCH and GARCH + EVT

    Language:Jupyter Notebook5100

  • NdAbdulsalaam/bitcon-prediction-arima-garch-models

    For this project, I used Bitcoin's daily closing market price dataset from Jan 2012 to March 2021 Kaggle. This work's main objective includes explaining how to analyze a time series and forecast its values using ARIMA and GARCH models.

    Language:Jupyter Notebook5201

  • garthmortensen/finance

    Contains financial studies work, including capital markets, corporate finance and other topics.

    Language:MATLAB4101

  • tam-ng/Drought_Forecasting_TimeSeries

    Identified the most appropriate Time-Series method to forecast drought in African countries, acting as a critical early warning for drought managements

    Language:R4202

  • wilson-chen-GSMICS/market_risk_analysis

    Code for value-at-risk calculation and backtesting.

    Language:Jupyter Notebook4112

  • AjNavneet/TimeSeries-ARCH-GARCH-AWS-Deployment

    ARCH and GARCH models along with MLOps pipeline using AWS platform to deploy model in a production environment.

    Language:Jupyter Notebook2100

  • Zubiya-Rao/GARCH-ANN

    Developed a forecasting model Hybrid GARCH-ANN By employing Grid Search for NYSE Stock

    Language:Python2000

  • hrosette/Yen_Time_Series_Forecasting

    Using time series tools to predict future movements in the value of the Japanese yen versus the U.S. dollar.

    Language:Jupyter Notebook1100

  • ltayara1/Time_Series-Regression_Analysis

    This project uses the many time-series tools (Hodrick-Prescott Filter, ARMA, ARIMA and GARCH models, linear regression, etc.) to predict future movements in the value of the Japanese yen versus the U.S. dollar.

    Language:Jupyter Notebook1201

  • vmieres/Predicting-Currency-Movements

    This repo is about forecasting the Yen movements in order to know whether to be long or short.

    Language:Jupyter Notebook1200

  • devosmitachatterjee2018/Financial_Time_Series

    The project involves the analysis and forecasting of time series on financial data.

    Language:R0100

  • Priyanshu501/TimeSeries_Analysis

    This repository contains a comprehensive analysis of time series data (stock prices), forecasted using various statistical and deep learning models.

    Language:Jupyter Notebook0100

  • Royston-Soh/dow-GARCH

    Time series forecasting for Dow Jones Industrial Average using GARCH model

    0100
  • currency-forecasting

    sarahm44/currency-forecasting

    Predicts future movements in the value of the Canadian dollar versus the Japanese yen using Time Series Modelling and Regression Analysis.

    Language:Jupyter Notebook0202

  • SORADATA/Data-Analyst-Finance

    Data for Finance

    Language:Jupyter Notebook0100

  • tamobee/yen-futures

    Time-series forecasting and linear regression modeling in order to predict future movements in the value of the Japanese yen versus the U.S. dollar.

    Language:Jupyter Notebook0200

  • youssef595/Statistics-SP-500-index-Time-Series

    SP500 index statistical analysis and modeling

    Language:Jupyter Notebook0100

  • bottama/GARCH-models-in-R

    Specify and fit GARCH models to forecast time-varying volatility and value-at-risk.

    Language:R20

  • ektoravlonitis/Forecasting-Steel-and-Oil-prices

    Data Science project for forecasting steel and crude oil prices

    Language:Python10

  • githubjacky/bitcoin-variance-analysis

    This is a course project predicting the price of Bitcoin and some analysis of its variation.

    Language:Jupyter Notebook10

  • rodrigocelso1/Time-Series-Homework

    Test the many time-series tools in order to predict future movements in the value of the Canadian dollar versus the Japanese yen.

    Language:Jupyter Notebook10

  • SashaFlores/TimeSeriesAnalysis

    Test various time-series Models to predict future movements in the value of the Japanese yen versus the U.S. dollar.

    Language:Jupyter Notebook20

  • simran2097/ServiceNow-Stock-Prediction

    Machine Learning & Python in Finance

    Language:Jupyter Notebook10